ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
142-09 |
142-03 |
-0-06 |
-0.1% |
143-14 |
| High |
142-16 |
142-13 |
-0-03 |
-0.1% |
145-15 |
| Low |
141-23 |
140-23 |
-1-00 |
-0.7% |
142-06 |
| Close |
142-07 |
141-17 |
-0-22 |
-0.5% |
142-13 |
| Range |
0-25 |
1-22 |
0-29 |
116.0% |
3-09 |
| ATR |
1-15 |
1-16 |
0-00 |
1.0% |
0-00 |
| Volume |
313,618 |
416,007 |
102,389 |
32.6% |
1,895,169 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-20 |
145-24 |
142-15 |
|
| R3 |
144-30 |
144-02 |
142-00 |
|
| R2 |
143-08 |
143-08 |
141-27 |
|
| R1 |
142-12 |
142-12 |
141-22 |
141-31 |
| PP |
141-18 |
141-18 |
141-18 |
141-11 |
| S1 |
140-22 |
140-22 |
141-12 |
140-09 |
| S2 |
139-28 |
139-28 |
141-07 |
|
| S3 |
138-06 |
139-00 |
141-02 |
|
| S4 |
136-16 |
137-10 |
140-19 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-06 |
151-03 |
144-07 |
|
| R3 |
149-29 |
147-26 |
143-10 |
|
| R2 |
146-20 |
146-20 |
143-00 |
|
| R1 |
144-17 |
144-17 |
142-23 |
143-30 |
| PP |
143-11 |
143-11 |
143-11 |
143-02 |
| S1 |
141-08 |
141-08 |
142-03 |
140-21 |
| S2 |
140-02 |
140-02 |
141-26 |
|
| S3 |
136-25 |
137-31 |
141-16 |
|
| S4 |
133-16 |
134-22 |
140-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-29 |
140-23 |
4-06 |
3.0% |
1-18 |
1.1% |
19% |
False |
True |
353,639 |
| 10 |
145-15 |
140-23 |
4-24 |
3.4% |
1-14 |
1.0% |
17% |
False |
True |
352,906 |
| 20 |
145-15 |
140-21 |
4-26 |
3.4% |
1-15 |
1.0% |
18% |
False |
False |
337,816 |
| 40 |
146-11 |
140-21 |
5-22 |
4.0% |
1-15 |
1.0% |
15% |
False |
False |
273,621 |
| 60 |
146-11 |
139-24 |
6-19 |
4.7% |
1-17 |
1.1% |
27% |
False |
False |
243,236 |
| 80 |
146-11 |
134-22 |
11-21 |
8.2% |
1-20 |
1.2% |
59% |
False |
False |
182,678 |
| 100 |
146-12 |
134-22 |
11-22 |
8.3% |
1-20 |
1.2% |
59% |
False |
False |
146,173 |
| 120 |
146-12 |
134-05 |
12-07 |
8.6% |
1-15 |
1.0% |
60% |
False |
False |
121,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-18 |
|
2.618 |
146-26 |
|
1.618 |
145-04 |
|
1.000 |
144-03 |
|
0.618 |
143-14 |
|
HIGH |
142-13 |
|
0.618 |
141-24 |
|
0.500 |
141-18 |
|
0.382 |
141-12 |
|
LOW |
140-23 |
|
0.618 |
139-22 |
|
1.000 |
139-01 |
|
1.618 |
138-00 |
|
2.618 |
136-10 |
|
4.250 |
133-18 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141-18 |
142-03 |
| PP |
141-18 |
141-29 |
| S1 |
141-17 |
141-23 |
|